Displaying 6 results from an estimated 6 matches for "langewand".
2011 Apr 21
3
R CMD Sweave versus Sweave() on Windows
...irector
Global Asset Allocation
Invesco Asset Management Deutschland GmbH
An der Welle 5
D-60322 Frankfurt am Main
Tel: +49 (0)69 29807 230
Fax: +49 (0)69 29807 178
www.institutional.invesco.com
Email: bernhard_pfaff at fra.invesco.com
Gesch?ftsf?hrer: Karl Georg Bayer, Bernhard Langer, Dr. Jens Langewand, Alexander Lehmann, Christian Puschmann
Handelsregister: Frankfurt am Main, HRB 28469
Sitz der Gesellschaft: Frankfurt am Main
*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}
2009 Apr 24
1
memory.limit(): Typo in Windows NEWS and function returns a "disregarded" error
...Global Quantitative Equity
Invesco Asset Management Deutschland GmbH
Bleichstrasse 60-62
D-60313 Frankfurt am Main
Tel: +49 (0)69 29807 230
Fax: +49 (0)69 29807 178
www.institutional.invesco.com
Email: bernhard_pfaff at fra.invesco.com
Gesch?ftsf?hrer: Karl Georg Bayer, Bernhard Langer, Dr. Jens Langewand, Alexander Lehmann, Christian Puschmann
Handelsregister: Frankfurt am Main, HRB 28469
Sitz der Gesellschaft: Frankfurt am Main
*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}
2009 Jan 30
1
Methods not loaded in R-Devel vs 2.8.1
...e Strategies International
Invesco Asset Management Deutschland GmbH
Bleichstrasse 60-62
D-60313 Frankfurt am Main
Tel: +49 (0)69 29807 230
Fax: +49 (0)69 29807 178
www.institutional.invesco.com
Email: bernhard_pfaff at fra.invesco.com
Gesch?ftsf?hrer: Karl Georg Bayer, Bernhard Langer, Dr. Jens Langewand, Alexander Lehmann, Christian Puschmann
Handelsregister: Frankfurt am Main, HRB 28469
Sitz der Gesellschaft: Frankfurt am Main
*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}
2009 Nov 11
1
Sweave() within a function: objects not found
...ctor
Global Quantitative Equity
Invesco Asset Management Deutschland GmbH
An der Welle 5
D-60322 Frankfurt am Main
Tel: +49 (0)69 29807 230
Fax: +49 (0)69 29807 178
www.institutional.invesco.com
Email: bernhard_pfaff at fra.invesco.com
Gesch?ftsf?hrer: Karl Georg Bayer, Bernhard Langer, Dr. Jens Langewand, Alexander Lehmann, Christian Puschmann
Handelsregister: Frankfurt am Main, HRB 28469
Sitz der Gesellschaft: Frankfurt am Main
*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}
2012 Mar 01
1
Simulate values from VAR
Folks,
What is the best way to simulate values from a fitted "VAR {vars}" model.
Also I have tried to use SVAR for a cointegration fit of y~x (just two univariate time-series) but I can't figure out how to set up the "A" matrix so that x_t can be used as a contemporaneous predictor of y_t.
Thanks much for your time,
KW
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2013 May 28
1
The weak exogeneity test in R for the Error Correction Model?
Hello all,
I would like to carry out a single-equation approach of the Error Correction Model such as
Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t)
Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1, x2 are independent variables.
For the single equation approach of ECM, there is a requirement of the